Version: 91.1

\[\\[.0005in]\] PARAMETERS OPTIMIZED
Minimum.profit.take and Profit.Take.Extension.Factor..PTEF..

BEST PARAMETERS
Minimum.profit.take = 0.2
Profit.Take.Extension.Factor..PTEF.. = 0.1
Profit account= 94 (per day adjusted to desire% DD )
Activity = 3.34 (Cumulative number of entries in all pairs per week)
Desire DD = 10

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Profit per day standardized to the desire percent dropdown
Exclude pairs that when standardized to DD enter with less than $1,000 and pairs that fail to enter once a week



Capping pairs profit per day standardized to a desire percent dropdown
The figure below is like the one above but capping the profits of all pairs to a traget of 1%, this avoids biasing the summary results of an account when only a handful of pairs yield very large profits. This figure basically trying to provide a sense of the extent to which the strategy is profitable across pairs.



Comparison to prior optimizations of this robot. Double click on the plot to deselect all columns.



Number of pairs that meet 1% profit target



Results for Minimum.profit.take = 0.2 and Profit.Take.Extension.Factor..PTEF.. = 0.1

Best parameters
Profit nDays MaxDDMoney nLostEntries nEntries nWinTrades PercDD X Y Pair DDAccount DD3Perc MoneyEntryAdjusted ProfitAt3Perc ProfitStan3PercDay PercentDaysActive FailByAmount
69 60011.90 832.16 10273.05 7 316 238 -34.2 0.2 0.1 GBPJPY 34.24350 29.202622 8760.787 17525.049 21.059710 0.3797347 No
5 68954.79 864.36 20061.19 6 345 263 -66.9 0.2 0.1 AUDUSD 66.87063 14.954247 4486.274 10311.670 11.929832 0.3991392 No
165 160010.90 864.98 53887.02 7 546 389 -179.6 0.2 0.1 XAUUSD 179.62340 5.567203 1670.161 8908.132 10.298657 0.6312285 No
85 71361.34 824.71 25641.41 7 255 188 -85.5 0.2 0.1 GBPUSD 85.47137 11.699825 3509.947 8349.152 10.123742 0.3091996 No
133 41262.39 822.04 15273.35 6 155 111 -50.9 0.2 0.1 USDCHF 50.91117 19.642056 5892.617 8104.782 9.859352 0.1885553 No
101 121531.31 867.48 45263.20 7 370 286 -150.9 0.2 0.1 NZDUSD 150.87733 6.627901 1988.370 8054.975 9.285488 0.4265228 No
37 93296.33 811.47 43802.50 7 274 197 -146.0 0.2 0.1 EURJPY 146.00833 6.848924 2054.677 6389.795 7.874345 0.3376588 No
21 11287.81 725.74 7849.11 5 83 63 -26.2 0.2 0.1 EURGBP 26.16370 38.220894 11466.268 4314.302 5.944693 0.1143660 No
149 84351.20 861.22 84440.08 6 252 194 -281.5 0.2 0.1 USDJPY 281.46693 3.552815 1065.845 2996.842 3.479764 0.2926082 No
117 25080.04 805.19 42350.22 6 111 89 -141.2 0.2 0.1 USDCAD 141.16740 7.083788 2125.137 1776.617 2.206457 0.1378557 No
53 55171.25 822.77 100506.67 7 191 143 -335.0 0.2 0.1 EURUSD 335.02223 2.984876 895.463 1646.794 2.001524 0.2321426 Yes

Results by pair

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Results by pair capped to desired 1% profit
This is the same as above, but caps pairs to max desire profit to avoid visual bias by pairs with very lage profits

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Results within desire DD, top 5 with most winning trades, and ranked by Profit per day at desire DD
One is in the search of a unique combination of parameters that can be used across forex pairs; the reality is, however, that they represent countries with vast differences in economic power, which can cause specific patterns within certain pairs, thus, in most likelihoods parameters are specific to each forex pair. Here I show the best results for each pair.

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Default parameters
Parameter Value
3 Name.for.robot CloseBackBBPPO
4 Source close
5 Starting.account.balance 30 000
6 Enter.with.this.Percent.of.account.balance 100
7 Minimum.profit.take 0.2
8 Profit.Take.Extension.Factor..PTEF.. 0.2
9 Dilute.retake.by.this.fraction 1
10 Percent.price.extention.to.re.enter 10
11 BB.Length.Bollinger.bands.to.Enter 30
12 BB.Number.of.SDs.to.Enter 2
13 BLAI.Timeframe 1 hour
14 BLAI.length 6
15 BLAISlow.Timeframe 1 hour
16 BLAISlow.length 60
17 Reversal.Positioning.PPO True
18 PPOthreshold -0.6
19 PPO.Entry.Timeframe 15 minutes
20 PPO.Entry.type.of.fast.moving.average Jurik
21 PPO.Entry.Fast.Length 8
22 PPO.Entry.type.of.slow.moving.average SMA
23 PPO.Entry.Slow.Length 300
24 BB.Exit.length 30
25 BB.Exit.number.of.SDs 1